As of DOSBox version 0.72, custom fonts work. I just run the batch file that usually comes with the games, if they need custom fonts to work.

ZZT is really awesome! It's got plenty of options and an intuitive editor so anyone can make their own games. It's worth a shot, even just to see some of the cool stuff that's out for it. The last remnants of the ZZT community are centered at z2, .